We all know the nice functionality to use break at End of Day (EoD), which if activated, avoids bars spanning across day breaks.
Any idea how I could create a custom bar type doing something similar after the start of the trading session?
I'd like to align time based bars (e.g. hour) to the TURN OF THE FULL hour truncating the length of the FIRST bar, if the trading session doesn't start at the turn of the hour.
EoD does this (bar type 1 Hour):
Alt. 1: 09.30, 10.30, 11.30, 12.30, 13,30, 14.30, 15.30, 16.00 (truncated at end).
Alt. 2: 09.00, ... 17.00, 17.30 (truncated at end, if end of trading session comes "early" compared to time, ticks, bricks).
Custom bar type / Break after Open of Day functionality I have in mind should do this (bar type 1 Hour):
09.30, 10.00 (truncate first bar), 11.00, 12.00, 13.00, 14.00, 15.00, 16.00
Thank you.
NT-Roland
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